“Rum Diaries” beauty Amber Heard was spotted at the hit off-Broadway play “Cock” Thursday night. The Mike Bartlett comedy at the Duke on 42nd Street is about a man in love with two people, a man and a woman. Openly bisexual Amber, most recently linked with Johnny Depp, has said she doesn’t label herself one way or the other and has had successful relationships with men and women. She’s dated female photographer Tasya Van Ree for four years.